-1.76%
Today
-1.91%
This Month
+2.42%
Year To Date
+35.58%
2 Years
+32.72%
5 Years
+6.89%
Annualized
- Mirakr
- S&P 500
- + Add Benchmark
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash31.3%
- 🛍️ Retail Trade29.68%
- 💰 Finance13.15%
- 🧬 Health Technology6.06%
- 🖥️ Technology Services5.19%
- 🍞 Consumer Non Durables5.07%
- 🏥 Health Services4.24%
- ⚡ Utilities3.7%
- 💻 Electronic Technology1.92%
- 📦 Distribution Services0.91%
- 🚗 Consumer Durables0.57%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE40.04%
- 🇺🇸 Nasdaq28.54%
- 🇩🇪 FRA1.34%
- 🇬🇧 LSE0.57%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States42.46%
- 🇨🇳 China16.6%
- 🇮🇪 Ireland9.52%
- 🇩🇪 Germany1.34%
- 🇬🇧 United Kingdom0.57%
Dividends
Dividend Yield
0.93%
11 out of 18 instruments pay dividend.
4 dividend payments in the next 30 days.
Highest Dividend: $AES (5.87%)
Performance Metrics
Score 3.2/10
Beta
1.11
1.11
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.46
0.46
0
1
2
3
3
Jensen's Alpha
-3.12
-3.12
-4
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.54
0.54
0
0.75
1.25
2
2
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Beta
1.11
1.11
0
0.8
1.2
0
2
Sharpe Ratio
0.29
0.29
0
0.5
1
1.5
1.5
Sortino Ratio
0.46
0.46
0
1
2
3
3
Jensen's Alpha
-3.12
-3.12
-4
0
2
4.5
4.5
Omega Ratio
0.9
0.9
0
1
1.5
2.5
2.5
Treynor Ratio
0.54
0.54
0
0.75
1.25
2
2
Information Ratio
-0.13
-0.13
-1
0.3
0.6
1
1
Calmar Ratio
0.17
0.17
0
0.3
0.6
1
1
Drawdowns
- Mirakr
- S&P 500
- + Add Benchmark
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-43.73% | Nov 2021 | - | 41 |
-2.8% | Jul 2021 | Aug 2021 | 1 |
-1.79% | Sep 2021 | Oct 2021 | 1 |
-0.84% | Mar 2021 | Apr 2021 | 1 |